I was putting myself in that situation and if I bothered to buy a nice, good umbrella for me, I wouldn't like if someone borrowed it without letting me know, during period where I'd specifically need it, so I'm forced to buy new or make be, since that's exactly why I bought the nice, good umbrella in the first place. I also was looking at it more in general, but I guess you're right. If it's only specifically about umbrella, I suppose it's not that big of a deal. And well I said, at least for me, he'd be more of a bit of ass and not full on asshole. The word I'd use more would be uncaring? Like he didn't seem to realize or care that his action could inconvenience someone else, but again we only have this 1 specific situation to go around and we didn't get to see how office lady would normally react to her umbrella missing.
Yes. I know it's a comedy one-shot and it's all for the purpose of the gag, but I agree with other commenters that at first I thought guy picked it by accident and so when it turned out, he did it intentionally, to me he came off as a bit of unsympathetic.
I got the impression that he took her umbrella specifically because he knows her and therefore knew he could return it rather than taking one he wouldn't possibly be able to give back. Rather considerate imo, even if taking an umbrella in the first place wasn't, at least he tried to do it "right."
Personally, I'd just have waved it off as a thing that happened if it had been mine, possibly request a favour in return more for the principle of it than anything else.